seasonal adjustment - lunar new year

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jpl
Posts: 4
Joined: Tue Sep 30, 2008 1:48 pm

seasonal adjustment - lunar new year

Postby jpl » Mon Dec 15, 2008 8:24 am

Anyone know how to seasonally adjust data that have a lunar new year effect? (e.g. China or Taiwan industrial production data). I know the census x12 program has this option, but I do not see it available in the eviews command. Thanks.

Gene
EViews Expert
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Joined: Wed Sep 24, 2008 1:08 pm

Re: seasonal adjustment - lunar new year

Postby Gene » Tue Dec 16, 2008 10:52 am

jpl wrote:Anyone know how to seasonally adjust data that have a lunar new year effect? (e.g. China or Taiwan industrial production data). I know the census x12 program has this option, but I do not see it available in the eviews command. Thanks.


X12 has too many options to be completely supported in EViews. Lunar New Year effect is not one of the supported options.

When you run X12, EViews 1) write your X12 executing commands (or specifications) and your data into files, 2) call x12 to execute the commands, and 3) import the X12 output sheet and data into EViews.

I suspect you can also write your own command file and then have EViews call x12 and execute the commands in the file. To do this you must write the x12 specification file and then execute x12 through EViews via EViews command 'X12' with the options SFILE which indicates the location of your specification. I've haven't done this myself so you'll have to experiment this one your own. Perhaps others might help you further. You might want to look at the command reference for information.

jpl
Posts: 4
Joined: Tue Sep 30, 2008 1:48 pm

Re: seasonal adjustment - lunar new year

Postby jpl » Wed Dec 17, 2008 5:18 pm

thx much. i'll give it a try.

fmramos
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Location: Sao Paulo / Brazil
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Re: seasonal adjustment - lunar new year

Postby fmramos » Thu Aug 12, 2010 6:29 am

I don't know if this can help after two years, but... I strongly recommend to you to access the BLS-X12 website to get instructions how to create dummies to deal with Chinese New Year (jan or feb). These dummies can be used inside the X12 specification (and EViews can read the specs files).

http://www.census.gov/srd/www/genhol/genhol_examples.html

Fabio.

rafaelmparente
Posts: 1
Joined: Thu Mar 01, 2012 10:28 am

Re: seasonal adjustment - lunar new year

Postby rafaelmparente » Thu Mar 01, 2012 10:37 am

Does anyone know how can i program the seasonal adjustment for China using the x-12arima software?
Rafael

fmramos
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Location: Sao Paulo / Brazil
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Re: seasonal adjustment - lunar new year

Postby fmramos » Thu Mar 01, 2012 3:29 pm

Follow the instructions of GenHol at BLS X12 website. There are some examples there.

Best wishes,

Fabio


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